NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 24850 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 | 980.55 | -71.1 | - | 2 | 0 | 5 | |||||||||
| 16 Dec | 25860.10 | 1046.35 | -182.65 | - | 15 | 5 | 5 | |||||||||
| 15 Dec | 26027.30 | 1229 | -13.15 | 17.77 | 2 | 1 | 2 | |||||||||
| 12 Dec | 26046.95 | 1242.15 | 117.15 | - | 2 | 0 | 1 | |||||||||
| 11 Dec | 25898.55 | 1121.3 | 139.65 | - | 4 | 0 | 1 | |||||||||
| 10 Dec | 25758.00 | 981.65 | -99.45 | 8.06 | 2 | 1 | 1 | |||||||||
| 9 Dec | 25839.65 | 1079.25 | -138.25 | - | 4 | 0 | 0 | |||||||||
| 8 Dec | 25960.55 | 1214.3 | -97.85 | 16.94 | 2 | 0 | 0 | |||||||||
| 5 Dec | 26186.45 | 1308.55 | 51.85 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 26033.75 | 1308.55 | 51.85 | 12.89 | 2 | 0 | 0 | |||||||||
| 3 Dec | 25986.00 | 1254 | -35.65 | - | 2 | 0 | 0 | |||||||||
| 2 Dec | 26032.20 | 1289.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 26175.75 | 1289.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 1289.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 1289.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 1289.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 25884.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 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 24850 expiring on 23DEC2025
Delta for 24850 CE is -
Historical price for 24850 CE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 980.55, which was -71.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1046.35, which was -182.65 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1229, which was -13.15 lower than the previous day. The implied volatity was 17.77, the open interest changed by 1 which increased total open position to 2
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1242.15, which was 117.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1121.3, which was 139.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 981.65, which was -99.45 lower than the previous day. The implied volatity was 8.06, 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 1079.25, which was -138.25 lower than the previous day. The implied volatity was -, 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 1214.3, which was -97.85 lower than the previous day. The implied volatity was 16.94, 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 1308.55, which was 51.85 higher than the previous day. The implied volatity was -, 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 1308.55, which was 51.85 higher than the previous day. The implied volatity was 12.89, 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 1254, which was -35.65 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 1289.65, 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 1289.65, 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 1289.65, 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 1289.65, 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 1289.65, 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 24850 PE | |||||||
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Delta: -0.02
Vega: 1.30
Theta: -1.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 25818.55 | 2.7 | -1.25 | 14.55 | 69,787 | 4,984 | 7,271 |
| 16 Dec | 25860.10 | 3.95 | -1.65 | 14.68 | 10,941 | 2,287 | 2,287 |
| 15 Dec | 26027.30 | 5.55 | -0.15 | 16.38 | 3,993 | 766 | 1,054 |
| 12 Dec | 26046.95 | 5.65 | -0.95 | 14.52 | 850 | -24 | 288 |
| 11 Dec | 25898.55 | 6.6 | -6.4 | 12.96 | 1,487 | 103 | 312 |
| 10 Dec | 25758.00 | 14 | 4.25 | 12.97 | 933 | 96 | 209 |
| 9 Dec | 25839.65 | 9.1 | -2.55 | 12.30 | 253 | 100 | 113 |
| 8 Dec | 25960.55 | 13.45 | 4.25 | 13.73 | 21 | 2 | 13 |
| 5 Dec | 26186.45 | 9.2 | -4.4 | 13.73 | 2 | 11 | 11 |
| 4 Dec | 26033.75 | 13.4 | -71.3 | - | 0 | 6 | 0 |
| 3 Dec | 25986.00 | 13.4 | -71.3 | 12.55 | 11 | 6 | 6 |
| 2 Dec | 26032.20 | 84.7 | 0 | 5.08 | 0 | 0 | 0 |
| 1 Dec | 26175.75 | 84.7 | 0 | 5.42 | 0 | 0 | 0 |
| 28 Nov | 26202.95 | 84.7 | 0 | 5.23 | 0 | 0 | 0 |
| 27 Nov | 26215.55 | 84.7 | 0 | 5.21 | 0 | 0 | 0 |
| 26 Nov | 26205.30 | 84.7 | 0 | 5.09 | 0 | 0 | 0 |
| 25 Nov | 25884.80 | 84.7 | 0 | 3.98 | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 84.7 | 0 | 4.19 | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 84.7 | 0 | 4.39 | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 84.7 | 0 | 4.72 | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 84.7 | 0 | 4.28 | 0 | 0 | 0 |
For Nifty - strike price 24850 expiring on 23DEC2025
Delta for 24850 PE is -0.02
Historical price for 24850 PE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 2.7, which was -1.25 lower than the previous day. The implied volatity was 14.55, the open interest changed by 4984 which increased total open position to 7271
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 3.95, which was -1.65 lower than the previous day. The implied volatity was 14.68, the open interest changed by 2287 which increased total open position to 2287
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 5.55, which was -0.15 lower than the previous day. The implied volatity was 16.38, the open interest changed by 766 which increased total open position to 1054
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 5.65, which was -0.95 lower than the previous day. The implied volatity was 14.52, the open interest changed by -24 which decreased total open position to 288
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 6.6, which was -6.4 lower than the previous day. The implied volatity was 12.96, the open interest changed by 103 which increased total open position to 312
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 14, which was 4.25 higher than the previous day. The implied volatity was 12.97, the open interest changed by 96 which increased total open position to 209
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 9.1, which was -2.55 lower than the previous day. The implied volatity was 12.30, the open interest changed by 100 which increased total open position to 113
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 13.45, which was 4.25 higher than the previous day. The implied volatity was 13.73, the open interest changed by 2 which increased total open position to 13
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 9.2, which was -4.4 lower than the previous day. The implied volatity was 13.73, the open interest changed by 11 which increased total open position to 11
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 13.4, which was -71.3 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 13.4, which was -71.3 lower than the previous day. The implied volatity was 12.55, the open interest changed by 6 which increased total open position to 6
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 84.7, which was 0 lower than the previous day. The implied volatity was 5.08, 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 84.7, which was 0 lower than the previous day. The implied volatity was 5.42, 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 84.7, which was 0 lower than the previous day. The implied volatity was 5.23, 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 84.7, which was 0 lower than the previous day. The implied volatity was 5.21, 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 84.7, which was 0 lower than the previous day. The implied volatity was 5.09, 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 84.7, which was 0 lower than the previous day. The implied volatity was 3.98, 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 84.7, which was 0 lower than the previous day. The implied volatity was 4.19, 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 84.7, which was 0 lower than the previous day. The implied volatity was 4.39, 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 84.7, which was 0 lower than the previous day. The implied volatity was 4.72, 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 84.7, which was 0 lower than the previous day. The implied volatity was 4.28, the open interest changed by 0 which decreased total open position to 0































































































































































































































